+456.7%
PWR vs ALC
-15.6%
+472.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.0% | +4.3% | +3.0% |
| 7D | +4.5% | -3.7% | +8.2% | +5.8% |
| 30D | -4.9% | -3.7% | -1.1% | -3.9% |
| 3M | -7.9% | +4.6% | -12.4% | -9.9% |
| 6M | +18.3% | -14.6% | +32.9% | +24.1% |
| YTD | +51.5% | -11.9% | +63.4% | +56.4% |
| 1Y | +70.3% | -13.1% | +83.5% | +76.4% |
| 3Y | +210.6% | -15.0% | +225.6% | +216.8% |
| 5Y | +456.7% | -16.2% | +472.9% | +470.5% |
| All | +456.7% | -15.6% | +472.3% | +470.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ALC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling